-60.1%
GTLB vs UEC
+21.1%
-81.2%
-84.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.1% | +3.0% | +1.4% |
| 7D | -0.7% | -3.8% | +3.0% | -0.2% |
| 30D | -10.2% | -13.5% | +3.3% | -7.7% |
| 3M | +10.1% | -40.5% | +50.6% | +21.8% |
| 6M | +116.5% | -56.7% | +173.1% | +152.0% |
| YTD | +27.2% | -43.0% | +70.2% | +33.7% |
| 1Y | +8.6% | -42.5% | +51.1% | +12.3% |
| 3Y | +5.6% | +11.6% | -6.0% | -22.3% |
| All | -60.1% | +21.1% | -81.2% | -78.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UEC.
Daily Out/Under-Performance
Portfolio return minus UEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UEC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded UEC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling